نوع مقاله : مقاله پژوهشی

نویسندگان

1 دانشکده اقتصاد، دانشگاه پیام نور، ایران

2 دانشکده اقتصاد، دانشگاه علامه طباطبایی ، تهران، ایران.

3 دانشکده اقتصاد، دانشگاه تهران، تهران، ایران

10.22099/ijes.2023.43619.1838

چکیده

رابطه بین درآمد نفتی، نرخ ارز و M2 بر شاخص‌های قیمت مصرف‌کننده و شاخص مصرف‌کننده، طی سال‌های 2005:1-2022:1، در ایران با استفاده از روش QARDL بررسی شد. نتایج نشان داد که در کوتاه‌مدت تمامی متغیرها تأثیر نامتقارن بر CPI و PPI داشتند. درآمدهای نفتی در بلندمدت از چندک 5/. تا میانه، تأثیر متغیر بر تورم افزایش یافته و سپس تأثیر آن کاهش می‌یابد. همچنین در بلندمدت اثر افزایش بر PPI بیشتر از شاخص قیمت مصرف کننده است. در بلندمدت، اثر نرخ ارز بر شاخص‌های قیمت مصرف‌کننده و PPI، در عین متقارن بودن، غیرخطی بود. زیرا از چندک 0.2 تا 0.8 اثر آن به نسبت افزایش و سپس کاهش یافت. همچنین در مورد M2، نتایج نشان داد که این متغیر بر CPI و PPI در کوتاه مدت اثر نامتقارن دارد. به این ترتیب که از چندک میانی تا چندک 9/. اثر آن مثبت و معنادار بود و در بلندمدت نیز نتایج حاکی از تأثیر مثبت آن بر تورم در تمامی چندک‌ها بود. اگرچه، اثر آن بر PPI نامتقارن بود.

کلیدواژه‌ها

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